Related papers: The multistochastic Monge-Kantorovich problem
We study the nonlinear Schr\"odinger equation posed on product spaces $\mathbf R^n\times \mathcal M^k$, for $n\geq 1$ and $k\geq1$, with $\mathcal M^k$ any $k$-dimensional compact Riemaniann manifold. The main results concern global…
This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…
These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures…
A construction of product measures is given for an arbitrary sequence of measure spaces via outer measure techniques without imposing any condition on the underlying measure spaces. This approach concludes finally the problem of the…
We present a numerical method for solving the Monge-Ampere equation based on the characterization of the solution of the Dirichlet problem as the minimizer of a convex functional of the gradient and under convexity and nonlinear…
The Minkowski problem in convex geometry concerns showing that a given Borel measure on the unit sphere is, up to perhaps a constant, some type of surface area measure of a convex body. Two types of Minkowski problems in particular are an…
We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…
In this paper we parallelly build up the theories of normed linear spaces and of linear spaces with indefinite metric, called also Minkowski spaces for finite dimensions in the literature. In the first part of this paper we collect the…
For an $n$-dimensional real-valued centered Gaussian random vector $(X_1,\ldots,X_n)$ with any covariance matrix, the following moment product conjecture is proved in this paper \[ \mathbb{E}\prod_{j=1}^nX_j^{2m_j}\geq…
In this paper, we provide an alternative proof of the monotonicity principle for the optimal Skorokhod embedding problem established by Beiglb\"ock, Cox and Huesmann. This principle presents a geometric characterization that reflects the…
A marked metric measure space (mmm-space) is a triple (X,r,mu), where (X,r) is a complete and separable metric space and mu is a probability measure on XxI for some Polish space I of possible marks. We study the space of all (equivalence…
We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid…
Probablistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for a…
Given a compact metric space $X$, the collection of Borel probability measures on $X$ can be made into a compact metric space via the Kantorovich metric. We partially generalize this well known result to projection-valued measures. In…
In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…
This paper studies a space-inhomogeneous Boltzmann-Nordheim equation with pseudo-Maxwellian forces. Strong solutions are obtained for the Cauchy problem in a setting with large bounded L1 initial data. The main results are existence,…
We study the behaviour of Tikhonov regularisation on topological spaces with multiple regularisation terms. The main result of the paper shows that multi-parameter regularisation is well-posed in the sense that the results depend…
We refine metrical statements in the style of the Khintchine-Groshev Theorem by requiring certain coprimality constraints on the coordinates of the integer solutions.
In this paper, we consider multistopping problems for finite discrete time sequences $X_1,...,X_n$. $m$-stops are allowed and the aim is to maximize the expected value of the best of these $m$ stops. The random variables are neither assumed…
In this paper, the $mn$-dimensional space of tensor-product polynomials of two variables, of degree at most $(m-1)+(n-1)$, is considered. A theory of two-variate polynomials is developed by establishing the algebra and basic algebraic…